+199.7%
MET vs SM
+10.6%
+189.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.4% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | +3.4% | -17.3% | +20.7% | +5.9% |
| 3M | +7.0% | -3.6% | +10.6% | +6.7% |
| 6M | +34.6% | +2.9% | +31.7% | +31.9% |
| YTD | +34.0% | +70.2% | -36.3% | +19.7% |
| 1Y | +35.9% | +66.5% | -30.6% | +21.7% |
| 3Y | +85.5% | -8.2% | +93.7% | +78.1% |
| 5Y | +87.8% | -1.5% | +89.2% | +71.4% |
| 10Y | +199.7% | +11.9% | +187.8% | +81.4% |
| All | +199.7% | +10.6% | +189.1% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling